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Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns.

Turan G. BaliRobert F. EngleYi Tang
Published in: Manag. Sci. (2017)
Keyphrases
  • cross section
  • cross sectional
  • stock returns
  • cross sections
  • stock market
  • decision making
  • information technology
  • image analysis
  • chinese stock market